A modeler's guide to extreme value software
This review paper surveys recent development in software implementations for extreme value analyses since the publication of Stephenson and Gilleland (2006) and Gilleland et al. (2013), here with a focus on numerical challenges. We provide a comparative review by topic and highlight differences in e...
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| creator | Belzile, Léo R Dutang, Christophe Northrop, Paul J Opitz, Thomas |
| description | This review paper surveys recent development in software implementations for
extreme value analyses since the publication of Stephenson and Gilleland (2006)
and Gilleland et al. (2013), here with a focus on numerical challenges. We
provide a comparative review by topic and highlight differences in existing
routines, along with listing areas where software development is lacking. The
online supplement contains two vignettes providing a comparison of
implementations of frequentist and Bayesian estimation of univariate extreme
value models. |
| doi_str_mv | 10.48550/arxiv.2205.07714 |
| format | Article |
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extreme value analyses since the publication of Stephenson and Gilleland (2006)
and Gilleland et al. (2013), here with a focus on numerical challenges. We
provide a comparative review by topic and highlight differences in existing
routines, along with listing areas where software development is lacking. The
online supplement contains two vignettes providing a comparison of
implementations of frequentist and Bayesian estimation of univariate extreme
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extreme value analyses since the publication of Stephenson and Gilleland (2006)
and Gilleland et al. (2013), here with a focus on numerical challenges. We
provide a comparative review by topic and highlight differences in existing
routines, along with listing areas where software development is lacking. The
online supplement contains two vignettes providing a comparison of
implementations of frequentist and Bayesian estimation of univariate extreme
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extreme value analyses since the publication of Stephenson and Gilleland (2006)
and Gilleland et al. (2013), here with a focus on numerical challenges. We
provide a comparative review by topic and highlight differences in existing
routines, along with listing areas where software development is lacking. The
online supplement contains two vignettes providing a comparison of
implementations of frequentist and Bayesian estimation of univariate extreme
value models.</abstract><doi>10.48550/arxiv.2205.07714</doi><oa>free_for_read</oa></addata></record> |
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| subjects | Statistics - Computation |
| title | A modeler's guide to extreme value software |
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